+16.8%
RF vs TRMB
-30.2%
+47.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +0.4% | +4.1% | -3.7% | -0.3% |
| 30D | +5.6% | -7.0% | +12.5% | +5.7% |
| 3M | -8.9% | -0.9% | -7.9% | -10.2% |
| 6M | +7.1% | -1.2% | +8.3% | +5.3% |
| YTD | +8.3% | -28.7% | +37.1% | +17.3% |
| 1Y | +16.8% | -32.1% | +48.9% | +29.1% |
| All | +16.8% | -30.2% | +47.0% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling